Further Spitzer's law for widely orthant dependent random variables

DOI10.1186/S13660-021-02718-4MaRDI QIDQ2072989zbMATH OpenOpenAlexFDO

Authors Jingjing Luo, Soo Hak Sung, Pingyan Chen

Publication date 26 January 2022

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-021-02718-4

zbMATH Keywords

widely orthant dependent random variablesSpitzer's lawKolmogorov strong law of large numbers

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Renewal theory (60K05)

Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 879742 (Why is no real title available?)
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• An elementary proof of the strong law of large numbers
• An inequality of widely dependent random variables and its applications
• Basic renewal theorems for random walks with widely dependent increments
• Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems
• Complete convergence for weighted sums of widely orthant-dependent random variables
• Complete moment convergence of moving average processes for m-WOD sequence
• Exponential probability inequalities for WNOD random variables and their applications
• Maximal inequalities and an invariance principle for a class of weakly dependent random variables
• On complete convergence and the strong law of large numbers for pairwise independent random variables
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
• Uniform asymptotics of the finite-time ruin probability for all times

Cited in

(3)

• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
• The Kolmogorov strong law of large numbers for WOD random variables

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